Kriton Xydas

Erotokritos Xydas is a highly skilled Data Scientist with a deep understanding of developing forecasting and classification models using Machine Learning Algorithms such as Random Forests, GBM, Deep Learning, and Encoders. With advanced coding skills in R, Python, and Matlab, and an academic background in Electrical and Electronics Engineering, he is an expert in stress testing exercises for banks and has a strong understanding of the PPNR modelling framework.

Having completed his Doctor of Philosophy in Electrical and Electronics Engineering at Cardiff University, and obtaining a Diploma (MEng) in Electrical, Electronics and Communications Engineering at Aristoteleion Panepistimion Thessalonikis, he has acquired immense knowledge and experience in scenario expansion modelling and credit spread tail risk modelling (VaR) using various techniques such as Monte Carlo/distribution fitting and ARIMA/GARCH.

Moreover, he has expertise in modelling interest rates using principal components analysis and forecasting inflation using stochastic differential equations. He is result-oriented and has the ability to work independently and within a team environment, dealing efficiently under challenging and high-pressure situations. Currently, he is the Head of Data Science at Argus Media.